+3,397.3%
LLY vs DKS
+6,292.4%
-2,895.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -2.1% | +3.0% | -5.2% | -2.5% |
| 30D | -1.6% | -30.5% | +28.9% | +2.1% |
| 3M | +2.3% | -35.7% | +38.0% | +7.1% |
| 6M | +14.9% | -29.7% | +44.6% | +18.7% |
| YTD | +7.5% | -28.9% | +36.3% | +10.8% |
| 1Y | +55.7% | -35.9% | +91.6% | +62.2% |
| 3Y | +110.6% | +28.2% | +82.5% | +97.5% |
| 5Y | +363.4% | +11.8% | +351.6% | +329.2% |
| 10Y | +1,649.0% | +211.6% | +1,437.4% | +1,212.6% |
| All | +3,397.3% | +6,292.4% | -2,895.1% | +2,020.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling